+550.5%
TTD vs IWD
+212.1%
+338.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +2.0% | +13.5% | +12.6% |
| 7D | +19.0% | +1.3% | +17.7% | +17.2% |
| 30D | +23.6% | +3.6% | +20.0% | +18.1% |
| 3M | +8.2% | +2.3% | +5.9% | +5.4% |
| 6M | -35.3% | +13.0% | -48.4% | -45.5% |
| YTD | -60.7% | +26.2% | -86.8% | -72.0% |
| 1Y | -65.3% | +30.5% | -95.7% | -76.5% |
| 3Y | -80.6% | +86.2% | -166.8% | -92.1% |
| 5Y | -84.6% | +72.9% | -157.5% | -92.5% |
| 10Y | +550.5% | +205.0% | +345.5% | +81.8% |
| All | +550.5% | +212.1% | +338.5% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling